Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test2610Ticks modelled79157Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1572.78Gross profit2021.65Gross loss-448.87
Profit factor4.50Expected payoff44.94
Absolute drawdown116.86Maximal drawdown289.60 (16.45%)Relative drawdown16.76% (237.48)
Total trades35Short positions (won %)10 (60.00%)Long positions (won %)25 (84.00%)
Profit trades (% of total)27 (77.14%)Loss trades (% of total)8 (22.86%)
Largestprofit trade150.40loss trade-104.80
Averageprofit trade74.88loss trade-56.11
Maximumconsecutive wins (profit in money)13 (985.95)consecutive losses (loss in money)2 (-85.00)
Maximalconsecutive profit (count of wins)985.95 (13)consecutive loss (count of losses)-104.80 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.11.11 20:00buy10.101.065420.000000.00000
22024.11.11 20:00modify10.101.065421.055421.08042
32024.11.14 01:33s/l10.101.055421.055421.08042-104.80895.20
42024.11.22 20:00buy20.101.041380.000000.00000
52024.11.22 20:00modify20.101.041381.031381.05638
62024.11.25 01:05buy30.101.049160.000000.00000
72024.11.25 01:05modify30.101.049161.045131.05638
82024.11.25 01:05modify20.101.041381.045131.05638
92024.11.25 07:40s/l20.101.045131.045131.0563836.54931.74
102024.11.25 07:40s/l30.101.045131.045131.05638-40.30891.44
112025.01.13 16:00buy40.101.019990.000000.00000
122025.01.13 16:00modify40.101.019991.009991.03499
132025.01.13 22:40buy50.101.027570.000000.00000
142025.01.13 22:40modify50.101.027571.023741.03499
152025.01.13 22:40modify40.101.019991.023741.03499
162025.01.14 17:40buy60.101.028420.000000.00000
172025.01.14 17:40modify60.101.028421.023741.03499
182025.01.15 08:25buy70.101.031390.000000.00000
192025.01.15 08:25modify70.101.031391.025241.03499
202025.01.15 08:25modify60.101.028421.025241.03499
212025.01.15 08:25modify50.101.027571.025241.03499
222025.01.15 08:25modify40.101.019991.025241.03499
232025.01.15 13:40t/p40.101.034991.025241.03499148.081039.52
242025.01.15 13:40t/p50.101.034991.025241.0349972.281111.80
252025.01.15 13:40t/p60.101.034991.025241.0349964.741176.54
262025.01.15 13:40t/p70.101.034991.025241.0349936.001212.54
272025.02.03 08:00buy80.101.022780.000000.00000
282025.02.03 08:00modify80.101.022781.012781.03778
292025.02.03 15:30buy90.101.031310.000000.00000
302025.02.03 15:30modify90.101.031311.026531.03778
312025.02.03 15:30modify80.101.022781.026531.03778
322025.02.03 17:40buy100.101.030570.000000.00000
332025.02.03 17:40modify100.101.030571.026531.03778
342025.02.04 09:20buy110.101.034290.000000.00000
352025.02.04 09:20modify110.101.034291.028031.03778
362025.02.04 09:20modify90.101.031311.028031.03778
372025.02.04 09:20modify100.101.030571.028031.03778
382025.02.04 09:20modify80.101.022781.028031.03778
392025.02.04 15:30t/p80.101.037781.028031.03778149.041361.58
402025.02.04 15:30t/p90.101.037781.028031.0377863.741425.32
412025.02.04 15:30t/p100.101.037781.028031.0377871.141496.46
422025.02.04 15:30t/p110.101.037781.028031.0377834.901531.36
432025.02.10 08:00buy120.101.031590.000000.00000
442025.02.10 08:00modify120.101.031591.021591.04659
452025.02.12 17:10buy130.101.040020.000000.00000
462025.02.12 17:10modify130.101.040021.035341.04659
472025.02.12 17:10modify120.101.031591.035341.04659
482025.02.12 17:40buy140.101.043030.000000.00000
492025.02.12 17:40modify140.101.043031.036841.04659
502025.02.12 17:40modify130.101.040021.036841.04659
512025.02.12 17:40modify120.101.031591.036841.04659
522025.02.12 19:20buy150.101.039140.000000.00000
532025.02.12 19:20modify150.101.039141.035341.04659
542025.02.12 19:25modify150.101.039141.036841.04659
552025.02.13 21:40t/p120.101.046591.036841.04659145.201676.56
562025.02.13 21:40t/p130.101.046591.036841.0465962.821739.39
572025.02.13 21:40t/p140.101.046591.036841.0465932.721772.11
582025.02.13 21:40t/p150.101.046591.036841.0465971.621843.73
592025.02.19 20:00buy160.101.042850.000000.00000
602025.02.19 20:00modify160.101.042851.032851.05785
612025.02.20 19:40buy170.101.050610.000000.00000
622025.02.20 19:40modify170.101.050611.046601.05785
632025.02.20 19:40modify160.101.042851.046601.05785
642025.02.21 10:40s/l160.101.046601.046601.0578533.661877.39
652025.02.21 10:40s/l170.101.046601.046601.05785-41.061836.33
662025.04.21 12:00sell180.101.154270.000000.00000
672025.04.21 12:00modify180.101.154271.164271.13927
682025.04.22 13:05sell190.101.145850.000000.00000
692025.04.22 13:05modify190.101.145851.150521.13927
702025.04.22 13:05modify180.101.154271.150521.13927
712025.04.22 13:25sell200.101.146640.000000.00000
722025.04.22 13:25modify200.101.146641.150521.13927
732025.04.22 19:20sell210.101.142870.000000.00000
742025.04.22 19:20modify210.101.142871.149021.13927
752025.04.22 19:20modify190.101.145851.149021.13927
762025.04.22 19:20modify200.101.146641.149021.13927
772025.04.22 19:20modify180.101.154271.149021.13927
782025.04.22 21:30t/p180.101.139271.149021.13927150.401986.73
792025.04.22 21:30t/p190.101.139271.149021.1392765.802052.53
802025.04.22 21:30t/p200.101.139271.149021.1392773.702126.23
812025.04.22 21:30t/p210.101.139271.149021.1392736.002162.23
822025.05.12 12:00buy220.101.111400.000000.00000
832025.05.12 12:00modify220.101.111401.101401.12640
842025.05.13 19:20buy230.101.118970.000000.00000
852025.05.13 19:20modify230.101.118971.115151.12640
862025.05.13 19:20modify220.101.111401.115151.12640
872025.05.13 20:05buy240.101.119660.000000.00000
882025.05.13 20:05modify240.101.119661.115151.12640
892025.05.14 09:40t/p220.101.126401.115151.12640148.082310.31
902025.05.14 09:40t/p230.101.126401.115151.1264073.342383.65
912025.05.14 09:40t/p240.101.126401.115151.1264066.442450.09
922025.06.12 16:00sell250.101.157690.000000.00000
932025.06.12 16:00modify250.101.157691.167691.14269
942025.06.13 10:50sell260.101.149270.000000.00000
952025.06.13 10:50modify260.101.149271.153941.14269
962025.06.13 10:50modify250.101.157691.153941.14269
972025.06.13 13:15sell270.101.150110.000000.00000
982025.06.13 13:15modify270.101.150111.153941.14269
992025.06.13 14:30s/l250.101.153941.153941.1426937.902487.99
1002025.06.13 14:30s/l260.101.153941.153941.14269-46.702441.29
1012025.06.13 14:30s/l270.101.153941.153941.14269-38.302402.99
1022025.07.01 08:00sell280.101.178560.000000.00000
1032025.07.01 08:00modify280.101.178561.188561.16356
1042025.07.07 17:45sell290.101.170860.000000.00000
1052025.07.07 17:45modify290.101.170861.174811.16356
1062025.07.07 17:45modify280.101.178561.174811.16356
1072025.07.07 18:05sell300.101.170180.000000.00000
1082025.07.07 18:05modify300.101.170181.174811.16356
1092025.07.08 00:40s/l280.101.174811.174811.1635640.322443.31
1102025.07.08 00:40s/l290.101.174811.174811.16356-39.102404.21
1112025.07.08 00:40s/l300.101.174811.174811.16356-45.902358.31
1122025.10.09 20:00buy310.101.156230.000000.00000
1132025.10.09 20:00modify310.101.156231.146231.17123
1142025.10.15 07:20buy320.101.163920.000000.00000
1152025.10.15 07:20modify320.101.163921.159981.17123
1162025.10.15 07:20modify310.101.156231.159981.17123
1172025.10.15 07:40buy330.101.164750.000000.00000
1182025.10.15 07:40modify330.101.164751.159981.17123
1192025.10.16 02:05buy340.101.167670.000000.00000
1202025.10.16 02:05modify340.101.167671.161481.17123
1212025.10.16 02:05modify330.101.164751.161481.17123
1222025.10.16 02:05modify320.101.163921.161481.17123
1232025.10.16 02:05modify310.101.156231.161481.17123
1242025.10.17 05:10t/p310.101.171231.161481.17123142.322500.64
1252025.10.17 05:10t/p320.101.171231.161481.1712369.262569.90
1262025.10.17 05:10t/p330.101.171231.161481.1712360.962630.86
1272025.10.17 05:10t/p340.101.171231.161481.1712334.642665.50
1282025.10.21 16:00buy350.101.161820.000000.00000
1292025.10.21 16:00modify350.101.161821.151821.17682
1302025.10.31 23:59close at stop350.101.153701.151821.17682-92.722572.78